-2.2%
ARM vs Q
+66.4%
-68.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | -0.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.0% |
| 30D | -40.7% | -9.8% | -30.9% | -35.5% |
| 3M | -39.1% | -12.2% | -26.9% | -32.4% |
| 6M | -26.4% | -21.6% | -4.8% | -12.0% |
| YTD | +59.7% | +43.6% | +16.2% | +50.8% |
| 1Y | +10.3% | +25.7% | -15.3% | +7.2% |
| All | -2.2% | +66.4% | -68.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling